Poly(methyl methacrylate) (PMMA)/multiwalled carbon nanotube (MWCNT) nanocomposite particles with 1, 2 and 4 wt% of MWCNTs were prepared by mechanical grinding of PMMA and MWCNT powders in a mortar at room temperature. Both scanning electron microscopy and Raman scattering characterizations revealed that these nanocomposite particles consist of a PMMA core and a MWCNT shell. The PMMA/MWCNT nanocomposite particles were used to fabricate the corresponding nanocomposites in the form of a hollow cylinder with various diameters and heights under 700 W microwave irradiation within 1 min. A mechanism for the fast microwave assisted forming process is proposed. These experimental results may lead to a new technology for forming hollow polymeric articles that is different from the conventional injection and blowing process.